+249.4%
FERG vs GLDM
+248.1%
+1.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.9% | +3.2% | +2.4% |
| 7D | 0.0% | -0.5% | +0.5% | 0.0% |
| 30D | -10.2% | +4.4% | -14.6% | -10.8% |
| 3M | -0.6% | -1.1% | +0.5% | -0.5% |
| 6M | -6.5% | -13.7% | +7.1% | -4.9% |
| YTD | +4.2% | +2.8% | +1.4% | +3.9% |
| 1Y | -2.3% | +24.8% | -27.1% | -4.7% |
| 3Y | +48.5% | +127.8% | -79.3% | +33.2% |
| 5Y | +72.0% | +141.1% | -69.1% | +51.4% |
| All | +249.4% | +248.1% | +1.3% | +231.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded GLDM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling